All

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 2 2.6 29 0 5 (1) (6) 0 85
60 1 1 42 0 3 (2) (8) 0 88
120 1 1.9 50 0 2 (1) (8) 0 88
250 3 4.3 55 1 3 (1) (12) 0 89
500 2 3.5 51 1 4 (2) (20) 0 88
760 2 3.6 53 1 3 (2) (20) 0 88
1260 2 2.9 51 0 3 (1) (20) 0 87
2520 2 3 50 0 3 (2) (20) (1) 87
All 2 3 50 0 3 (1) (20) (1) 85

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 0.1 0.1 0.3 0.1 0 0.3 0.2 0.1 0.2 0.1 0.1 0.3 1.9 2.9 51.2 206.8 (0.2) (0.4) 0.1 0
2017 0.3 0 0.1 0.2 (0.1) 0 0 0 0 0 0 0 0.5 2.5 48.8 81 (0.1) (0.2) 0.1 0
2016 0.1 0 0.3 0 0.2 1.1 0.2 0.2 0.4 0.1 0.2 0 2.8 3.7 54.3 220 (0.2) (0.4) 0.1 0
2015 0.1 0.3 0.1 0.2 0.1 0 0.4 0.3 0.5 0.1 (0.1) 0.2 2.2 3.6 51.1 208 (0.1) (0.2) 0.1 0
2014 (0.2) (0.1) 0.3 0.2 0.1 0.2 0 0 0 0.4 0.2 0.8 1.9 3.2 52.9 202 (0.1) (0.3) 0.1 0
2013 0.3 (0.1) 0.1 (0.1) 0 (0.2) 0.3 0.1 (0.1) 0 0.1 0.2 0.6 1.2 47.7 187 (0.2) (0.4) 0 0
2012 0.3 0.2 0.5 0.1 (0.4) 0.6 0.1 (0.1) 0.1 0 0.2 0.4 2 2.9 49.8 217 (0.2) (0.5) 0.1 0
2011 0 (0.2) 0 0.4 0.1 (0.1) 0.1 0.4 0.4 0.6 0.1 0.4 2.2 2.9 48.5 208 (0.1) (0.4) 0.1 0
2010 0.2 0.4 0.2 0 0.3 0.1 0.1 0 0.3 0.3 0.1 0.5 2.5 4.4 54.9 186 (0.1) (0.2) 0.1 0
2009 0.2 0 0 0.3 (0.1) 0.1 0.3 0.1 0.2 0.2 0 0.2 1.5 2.6 50.5 196 (0.2) (0.3) 0.1 0
2008 (0.1) 0 0 0.1 0.1 (0.3) 0.2 0.1 (0.2) 0.9 0.7 0.3 1.8 2.4 43 197 (0.1) (0.4) 0.1 0
2007 0.2 0.2 0.4 0.1 0 0.1 0.1 0.1 0.2 0 0.2 0.2 1.8 4.1 51.1 207 (0.1) (0.3) 0.1 0
2006 0.1 0.1 0.1 0.1 (0.1) 0.4 0.3 0.2 0.1 0.3 (0.1) 0 1.5 2.9 50.4 210 (0.1) (0.3) 0.1 0
2005 0 0.1 0 0 0.1 0 0 (0.1) 0 (0.1) 0 0 0 1.9 47.1 185 0 (0.1) 0 0